Anic Equity¶

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Total return since start: 0.692 %¶

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Equity now: -----------------------------> 51674.15 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48475.09 Kr¶

PnL: ---------------------------------------> -612.48 Kr¶

DD now: ---------------------------------> -0.52 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 10:50:50.968632'

Anic Portfolio¶

Today¶

Return: -0.433 %¶

This Week¶

Return: 8.725 %¶

Total¶

Return: 69.168 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.000000 3380.400000 200.400000 6.300000 3180.000006
HMS Networks 2 -0.660000 776.800000 103.800000 15.420000 673.000000
Nordea Bank Abp 29 -0.080000 3532.200000 78.200000 2.260000 3453.999992
HEBA B 70 -0.770000 2702.000000 66.000000 2.500000 2636.000010
SAAB B 8 -0.160000 3421.600000 44.600000 1.320000 3377.000000
Swedbank A 3 2.590000 606.300000 42.300000 7.500000 564.000000
MedCap 2 -1.080000 458.000000 37.000000 8.790000 421.000000
Resurs Holding 22 0.110000 609.620000 35.620000 6.210000 573.999998
AcadeMedia 12 -1.170000 587.520000 30.520000 5.480000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -0.290000 382.000000 27.000000 7.610000 355.000000
Fasadgruppen Group 38 1.290000 4164.800000 23.800000 0.570000 4140.999992
OEM International B 7 -1.020000 543.200000 15.200000 2.880000 527.999997
Intrum 4 0.150000 540.200000 13.200000 2.500000 527.000000
Norva24 Group 16 0.000000 555.200000 12.200000 2.250000 543.000000
Eastnine 4 -0.320000 502.400000 11.400000 2.320000 491.000000
Karnov Group 9 0.330000 545.400000 9.400000 1.750000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.880000 248.880000 2.880000 1.170000 246.000000
Creaspac SPAC 6 -0.310000 578.400000 1.400000 0.240000 577.000002
Securitas B 6 -1.490000 570.480000 0.480000 0.080000 570.000000
Corem Property Group B 59 -0.810000 576.730000 -0.270000 -0.050000 576.999999
Handelsbanken A 5 0.320000 545.000000 -1.000000 -0.180000 546.000000
Fastighetsbolag. Emilshus Pref 21 -2.730000 560.700000 -1.300000 -0.230000 562.000005
Coor Service Management Hold. 8 -0.230000 530.000000 -2.000000 -0.380000 532.000000
Midsona B 63 -2.860000 578.340000 -4.660000 -0.800000 582.999984
Boozt 12 -0.730000 1633.200000 -20.800000 -1.260000 1653.999996
Essity B 2 -0.250000 548.600000 -25.400000 -4.430000 574.000000
Sampo Oyj SDB 7 -0.270000 3822.000000 -28.000000 -0.730000 3850.000000
CTEK 13 -1.690000 497.900000 -36.100000 -6.760000 533.999999
International Petroleum Corp. 5 -3.160000 552.500000 -42.070000 -7.080000 594.565215
Essity A 4 -0.360000 1104.000000 -45.000000 -3.920000 1149.000000
Vivesto 1368 0.000000 567.720000 -45.280000 -7.390000 612.999432
Beijer Electronics Group 27 -0.890000 3013.200000 -70.800000 -2.300000 3083.999994
OX2 22 0.000000 1782.000000 -207.000000 -10.410000 1989.000002
Axfood 15 0.190000 4053.000000 -247.000000 -5.740000 4300.000005
Ovzon 64 -1.480000 3404.800000 -591.200000 -14.790000 3996.000000
TOTAL 48475.090000 -612.480000 -0.52023% 49087.564636

Updated:¶

'2023-01-31 10:51:03.946036'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶